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PAVE vs. SPGP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PAVE vs. SPGP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X US Infrastructure Development ETF (PAVE) and Invesco S&P 500 GARP ETF (SPGP). The values are adjusted to include any dividend payments, if applicable.

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PAVE vs. SPGP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PAVE
Global X US Infrastructure Development ETF
6.32%19.36%17.92%31.01%-7.17%36.42%19.72%33.26%-19.15%14.11%
SPGP
Invesco S&P 500 GARP ETF
-5.19%9.80%8.48%20.29%-13.83%35.72%15.92%39.16%1.68%24.43%

Returns By Period

In the year-to-date period, PAVE achieves a 6.32% return, which is significantly higher than SPGP's -5.19% return.


PAVE

1D
3.29%
1M
-7.77%
YTD
6.32%
6M
7.40%
1Y
35.92%
3Y*
22.36%
5Y*
15.85%
10Y*

SPGP

1D
3.24%
1M
-6.43%
YTD
-5.19%
6M
-4.81%
1Y
8.81%
3Y*
9.45%
5Y*
6.73%
10Y*
13.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PAVE vs. SPGP - Expense Ratio Comparison

PAVE has a 0.47% expense ratio, which is higher than SPGP's 0.36% expense ratio.


Return for Risk

PAVE vs. SPGP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PAVE
PAVE Risk / Return Rank: 8787
Overall Rank
PAVE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
PAVE Sortino Ratio Rank: 8787
Sortino Ratio Rank
PAVE Omega Ratio Rank: 8282
Omega Ratio Rank
PAVE Calmar Ratio Rank: 9090
Calmar Ratio Rank
PAVE Martin Ratio Rank: 8989
Martin Ratio Rank

SPGP
SPGP Risk / Return Rank: 2828
Overall Rank
SPGP Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
SPGP Sortino Ratio Rank: 2727
Sortino Ratio Rank
SPGP Omega Ratio Rank: 2727
Omega Ratio Rank
SPGP Calmar Ratio Rank: 2929
Calmar Ratio Rank
SPGP Martin Ratio Rank: 3232
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PAVE vs. SPGP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X US Infrastructure Development ETF (PAVE) and Invesco S&P 500 GARP ETF (SPGP). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


PAVESPGPDifference

Sharpe ratio

Return per unit of total volatility

1.61

0.41

+1.21

Sortino ratio

Return per unit of downside risk

2.30

0.74

+1.56

Omega ratio

Gain probability vs. loss probability

1.31

1.10

+0.20

Calmar ratio

Return relative to maximum drawdown

2.90

0.65

+2.25

Martin ratio

Return relative to average drawdown

10.73

2.64

+8.08

PAVE vs. SPGP - Sharpe Ratio Comparison

The current PAVE Sharpe Ratio is 1.61, which is higher than the SPGP Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of PAVE and SPGP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PAVESPGPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

0.41

+1.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.37

+0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.70

-0.07

Correlation

The correlation between PAVE and SPGP is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PAVE vs. SPGP - Dividend Comparison

PAVE's dividend yield for the trailing twelve months is around 0.86%, less than SPGP's 0.98% yield.


TTM20252024202320222021202020192018201720162015
PAVE
Global X US Infrastructure Development ETF
0.86%0.92%0.54%0.68%0.84%0.48%0.44%0.67%0.78%0.30%0.00%0.00%
SPGP
Invesco S&P 500 GARP ETF
0.98%1.04%1.38%1.24%1.22%0.69%1.10%0.86%0.95%0.68%0.89%1.12%

Drawdowns

PAVE vs. SPGP - Drawdown Comparison

The maximum PAVE drawdown since its inception was -44.08%, roughly equal to the maximum SPGP drawdown of -42.08%. Use the drawdown chart below to compare losses from any high point for PAVE and SPGP.


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Drawdown Indicators


PAVESPGPDifference

Max Drawdown

Largest peak-to-trough decline

-44.08%

-42.08%

-2.00%

Max Drawdown (1Y)

Largest decline over 1 year

-12.56%

-15.00%

+2.44%

Max Drawdown (5Y)

Largest decline over 5 years

-26.23%

-22.87%

-3.36%

Max Drawdown (10Y)

Largest decline over 10 years

-42.08%

Current Drawdown

Current decline from peak

-8.70%

-8.27%

-0.43%

Average Drawdown

Average peak-to-trough decline

-6.30%

-4.39%

-1.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

3.68%

-0.29%

Volatility

PAVE vs. SPGP - Volatility Comparison

Global X US Infrastructure Development ETF (PAVE) has a higher volatility of 7.74% compared to Invesco S&P 500 GARP ETF (SPGP) at 6.32%. This indicates that PAVE's price experiences larger fluctuations and is considered to be riskier than SPGP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PAVESPGPDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.74%

6.32%

+1.42%

Volatility (6M)

Calculated over the trailing 6-month period

13.97%

11.82%

+2.15%

Volatility (1Y)

Calculated over the trailing 1-year period

22.40%

21.82%

+0.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.42%

18.49%

+2.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.41%

21.17%

+3.24%